Local Polynomial Kernel Forecasts and Management of Price Risks using Futures Markets

This study contributes to understanding price risk management through hedging strategies in a forecasting context. A relatively new forecasting method, nonparametric local polynomial kernel (LPK), is used and applied to the hog sector. The selective multiproduct hedge based on the LPK price and hedge ratio forecasts is, in general, found to be better than continuous hedge and alternative forecasting procedures in terms of reduction of variance of unhedged return. The findings indicate that combining hedging with forecasts, especially when using the LPK technique, can potentially improve price risk management.Marketing,

Thermoelectric and Magnetothermoelectric Transport Measurements of Graphene

The conductance and thermoelectric power (TEP) of graphene is simultaneously measured using microfabricated heater and thermometer electrodes. The sign of the TEP changes across the charge neutrality point as the majority carrier density switches from electron to hole. The gate dependent conductance and TEP exhibit a quantitative agreement with the semiclassical Mott relation. In the quantum Hall regime at high magnetic field, quantized thermopower and Nernst signals are observed and are also in agreement with the generalized Mott relation, except for strong deviations near the charge neutrality point

Modulation of Thermoelectric Power of Individual Carbon Nanotubes

Thermoelectric power (TEP) of individual single walled carbon nanotubes (SWNTs) has been measured at mesoscopic scales using a microfabricated heater and thermometers. Gate electric field dependent TEP-modulation has been observed. The measured TEP of SWNTs is well correlated to the electrical conductance across the SWNT according to the Mott formula. At low temperatures, strong modulations of TEP were observed in the single electron conduction limit. In addition, semiconducting SWNTs exhibit large values of TEP due to the Schottky barriers at SWNT-metal junctions.Comment: to be published in Phys. Rev. Let

Energy Band Gap Engineering of Graphene Nanoribbons

We investigate electronic transport in lithographically patterned graphene ribbon structures where the lateral confinement of charge carriers creates an energy gap near the charge neutrality point. Individual graphene layers are contacted with metal electrodes and patterned into ribbons of varying widths and different crystallographic orientations. The temperature dependent conductance measurements show larger energy gaps opening for narrower ribbons. The sizes of these energy gaps are investigated by measuring the conductance in the non-linear response regime at low temperatures. We find that the energy gap scales inversely with the ribbon width, thus demonstrating the ability to engineer the band gap of graphene nanostructures by lithographic processes.Comment: 7 pages including 4 figure

Dramatic robustness of a multiple delay dispersed interferometer to spectrograph errors: how mixing delays reduces or cancels wavelength drift

We describe demonstrations of remarkable robustness to instrumental noises by using a multiple delay externally dispersed interferometer (EDI) on stellar observations at the Hale telescope. Previous observatory EDI demonstrations used a single delay. The EDI (also called “TEDI”) boosted the 2,700 resolution of the native TripleSpec NIR spectrograph (950-2450 nm) by as much as 10x to 27,000, using 7 overlapping delays up to 3 cm. We observed superb rejection of fixed pattern noises due to bad pixels, since the fringing signal responds only to changes in multiple exposures synchronous to the applied delay dithering. Remarkably, we observed a ~20x reduction of reaction in the output spectrum to PSF shifts of the native spectrograph along the dispersion direction, using our standard processing. This allowed high resolution observations under conditions of severe and irregular PSF drift otherwise not possible without the interferometer. Furthermore, we recently discovered an improved method of weighting and mixing data between pairs of delays that can theoretically further reduce the net reaction to PSF drift to zero. We demonstrate a 350x reduction in reaction to a native PSF shift using a simple simulation. This technique could similarly reduce radial velocity noise for future EDI’s that use two delays overlapped in delay space (or a single delay overlapping the native peak). Finally, we show an extremely high dynamic range EDI measurement of our ThAr lamp compared to a literature ThAr spectrum, observing weak features (~0.001x height of nearest strong line) that occur between the major lines. Because of individuality of each reference lamp, accurate knowledge of its spectrum between the (unfortunately) sparse major lines is important for precision radial velocimetry

The role of disorder in interaction networks: a structural analysis

Recent studies have emphasized the value of including structural information into the topological analysis of protein networks. Here, we utilized structural information to investigate the role of intrinsic disorder in these networks. Hub proteins tend to be more disordered than other proteins (i.e. the proteome average); however, we find this only true for those with one or two binding interfaces (‘single'-interface hubs). In contrast, the distribution of disordered residues in multi-interface hubs is indistinguishable from the overall proteome. Surprisingly, we find that the binding interfaces in single-interface hubs are highly structured, as is the case for multi-interface hubs. However, the binding partners of single-interface hubs tend to have a higher level of disorder than the proteome average, suggesting that their binding promiscuity is related to the disorder of their binding partners. In turn, the higher level of disorder of single-interface hubs can be partly explained by their tendency to bind to each other in a cascade. A good illustration of this trend can be found in signaling pathways and, more specifically, in kinase cascades. Finally, our findings have implications for the current controversy related to party and date-hubs